Leaderboard - AI4Finance-Foundation/FinRL Wiki

This page tracks the performance of user algorithms for various tasks in FinRL. This page is heavily inspired by the openai/gym Leaderboard.

We encourage you to reach out and share with us your scores and links to your write-ups and code to reproduce your results. In the spirit of fair competition, write-ups should explain how to fully reproduce the result and can be in the form of a simple gist link, blog post, or GitHub repo.

Results posted on the leaderboard should be repeatable by anyone, therefore posting only the results sheet is not enough: a full configuration breakdown (including algorithms settings and seed, exploration schedule, etc.) must be published.

This is a new initiative, so be patient as the leaderboards begin to populate. Hopefully sharing our top results with the FinRL community will help everyone going forward.

Environments

StockPortfolioEnv

A stock trading environment for OpenAI gym.

User Write-up Annual return Cumulative returns Annual volatility Sharpe ratio Calmar ratio Stability Max drawdown
user link 0.123456 0.123456 0.123456 0.123456 0.123456 0.123456 -0.123456